+1.2%
DUK vs SHW
-9.0%
+10.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -0.7% | -3.1% | +2.5% | -0.4% |
| 30D | -2.4% | -10.0% | +7.6% | -1.5% |
| 3M | -3.0% | +2.3% | -5.3% | -3.2% |
| 6M | -6.6% | +0.7% | -7.2% | -6.8% |
| YTD | +4.6% | +0.5% | +4.1% | +4.2% |
| 1Y | +1.2% | -11.5% | +12.7% | +3.3% |
| All | +1.2% | -9.0% | +10.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling